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題名 | 應用序率最佳控制於水庫系統之優選操作=Application of Stochastic Optimal Control to the Operation of a Multi-Reservoir System |
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作者 | 蕭金財; 張良正; 許鈺珍; | 書刊名 | 中國土木水利工程學刊 |
卷期 | 9:3 1997.09[民86.09] |
頁次 | 頁449-457 |
分類號 | 443.92 |
關鍵詞 | 卡門濾波; 動態規劃; 水庫操作; Kalman filter; Dynamic programming; Reservoir operation; |
語文 | 中文(Chinese) |
中文摘要 | 本研究是以序率最佳控制理論求得水庫在考慮不確定因素下之較佳操作策略。傳統序率動 態規劃雖能考慮系統之不確定性,但是卻有隨變數增加而產生計算量大、計算時間長之維度的困擾。 而定率型之動態規劃理論雖已有方法能部份解決計算量之限制,但不能考慮系統之不確定因素,因 此本研究乃結合線性二次高斯法及限制型微分動態規劃理論,而發展出限制型序率微分動態規劃理 論。使其能考慮二次以上之目標函數及不等號之機率型限制條件,使本研究所提之方法更趨完備, 更適於水庫操作上之應用。 |
英文摘要 | The stochastic optimal control is applied to obtaining a suboptimal policy for the operation of a reservoir system with uncertainty. Although the traditional discrete type of stochastic dynamic programming can take the system uncertainty into consideration, it demands a large amount of computational effort as the number of state variables increases. The deterministic differential dynamic programming may overcome the drawback but cannot account for consider the system uncertainty. As a remedy, a constrained stochastic differential dynamic programming algorithm is developed by combining the linear quadratic gaussian method with the constrained differential dynamic programming. The algorithm can deal with the system uncertainty and solye the optimal control problem with a high-order objective function and unequal sign constraints. |
本系統之摘要資訊系依該期刊論文摘要之資訊為主。